scholarly journals A conditional gradient method for a class of time-lag optimal control problems

1984 ◽  
Vol 25 (4) ◽  
pp. 518-537 ◽  
Author(s):  
K. H. Wong ◽  
K. L. Teo
Keyword(s):  
Optimal Control ◽  
Computational Algorithm ◽  
Optimal Control Problems ◽  
Convergence Property ◽  
Time Lag ◽  
Control Problems ◽  
Bounded Control ◽  
Conditional Gradient Method ◽  
Gradient Technique ◽  
Delayed Arguments

AbstractIn this paper, we consider a class of optimal control problems with discrete time delayed arguments and bounded control region. A computational algorithm for solving this class of time lag optimal control problems is developed by means of the conditional gradient technique. The convergence property of the algorithm is also investigated.

scholarly journals On a computational algorithm for a class of optimal control problems involving discrete time delayed arguments

1978 ◽  
Vol 20 (3) ◽  
pp. 315-343 ◽  
Author(s):  
J. M. Murray ◽  
K. L. Teo
Keyword(s):  
Decision Making ◽  
Optimal Control ◽  
Simple Model ◽  
Discrete Time ◽  
Computational Algorithm ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Decision Making Problem ◽  
Delayed Arguments

AbstractIn this paper, a computational algorithm for solving a class of optimal control problems involving discrete time-delayed arguments is presented. By way of example, a simple model of a production firm is devised for which the algorithm is used to solve a decision-making problem.

scholarly journals On a computational algorithm for time-laǵ optimal control problems with restricted phase coordinates

1980 ◽  
Vol 21 (4) ◽  
pp. 385-397 ◽  
Author(s):  
K. L. Teo ◽  
B. D. Craven
Keyword(s):  
Optimal Control ◽  
Computational Algorithm ◽  
Optimal Control Problems ◽  
Time Lag ◽  
Computational Method ◽  
Control Problems ◽  
Phase Coordinates

AbstractIn this paper we present a computational method for solving a class of time-lag optimal control problems with restricted phase coordinates.

scholarly journals On the computational algorithms for time-lag optimal control problems

1985 ◽  
Vol 32 (2) ◽  
pp. 309-311
Author(s):  
Kar Hung Wong
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Time Delays ◽  
Optimal Control Problems ◽  
Time Lag ◽  
Neumann Boundary ◽  
Parabolic Partial Differential Equations ◽  
Control Problems ◽  
Computational Algorithms ◽  
Delayed Arguments

In this thesis we study the following two types of hereditary optimal control problems: (i) problems governed by systems of ordinary differential equations with discrete time-delayed arguments appearing in both the state and the control variables; (ii) problems governed by parabolic partial differential equations with Neumann boundary conditions involving time-delays.

scholarly journals Vartiational Optimal-Control Problems with Delayed Arguments on Time Scales

2009 ◽  
Vol 2009 ◽  
pp. 1-15 ◽  
Author(s):  
Thabet Abdeljawad (Maraaba) ◽  
Fahd Jarad ◽  
Dumitru Baleanu
Keyword(s):  
Optimal Control ◽  
Time Scales ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Delayed Arguments

scholarly journals Nonlinearly constrained optimal control problems

1992 ◽  
Vol 33 (4) ◽  
pp. 517-530 ◽  
Author(s):  
K. L. Teo ◽  
K. H. Wong
Keyword(s):  
Optimal Control ◽  
General Class ◽  
State Constraints ◽  
Computational Algorithm ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Constrained Optimal Control ◽  
Continuous State ◽  
Constraint Transcription ◽  
Inequality Type

AbstractIn a paper by Teo and Jennings, a constraint transcription is used together with the concept of control parametrisation to devise a computational algorithm for solving a class of optimal control problems involving terminal and continuous state constraints of inequality type. The aim of this paper is to extend the results to a more general class of constrained optimal control problems, where the problem is also subject to terminal equality state constraints. For illustration, a numerical example is included.

scholarly journals An optimal control problem involving a class of linear time-lag systems

1986 ◽  
Vol 28 (1) ◽  
pp. 93-113 ◽  
Author(s):  
K. L. Teo ◽  
K. H. Wong ◽  
Z. S. Wu
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimal Control Problems ◽  
Linear Time ◽  
Convergence Property ◽  
Time Lag ◽  
Necessary Condition ◽  
Terminal Constraints ◽  
Linear Control Constraints

A class of convex optimal control problems involving linear hereditary systems with linear control constraints and nonlinear terminal constraints is considered. A result on the existence of an optimal control is proved and a necessary condition for optimality is given. An iterative algorithm is presented for solving the optimal control problem under consideration. The convergence property of the algorithm is also investigated. To test the algorithm, an example is solved.

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